Atmosphere contains Maximum Likelihood Estimation algorithms, density functions, random observations generators, etc.
- Normal variance-mean mixtures
- Generalized hyperbolic distribution
- Generalized variance-gamma distribution
- Separating mixtures of probability distributions
- Grid methods
- Likelihood maximization
- Optimization over sliding window
- Generalized probability distributions
- Density functions
- Cumulative functions
- Random observations generators
- Maximum Likelihood Estimations (MLE)
bessel[IJKY] functions ported from R.
D BLAS header.
BLAS oriented matrix implementation.
D implementation of original self-contained C numeric library that provides an efficient and accurate implementation of complex error functions, along with Dawson, Faddeeva, and Voigt functions.